Abstract
In Chap. 7, we saw that using random time change, any continuous semimartingale can be transformed into a amenable semimartingale, and then one can have a growth estimate on the stochastic integral similar to the one satisfied by integrals w.r.t. Brownian motion.
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Karandikar, R.L., Rao, B.V. (2018). Dominating Process of a Semimartingale. In: Introduction to Stochastic Calculus. Indian Statistical Institute Series. Springer, Singapore. https://doi.org/10.1007/978-981-10-8318-1_11
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DOI: https://doi.org/10.1007/978-981-10-8318-1_11
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